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updated 5:11:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+5.48%
30d Avg—
LONG OKX
+0.00%
30d: —
SHORT trade[XYZ]
+5.48%
30d: —
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Limited funding history — chart clipped to available data
- trade[XYZ] (Short): data starts May 11, 2026 (7d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over available data range.
Sparse settlements: long 100%, short 20% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$43.14
−0.43%
$Avg Daily PnL
−$1.89
−0.0189%
★Best Day
+$3.31
May 17
◎Open Interest
⚡APR
−19.68%
annualized
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.